Criteo S.A (CRTO) Historical Volatility

Tracking CRTO historical volatility helps you see how much Criteo S.A's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Criteo S.A's HV tells you what really happened. Use our scanner to monitor CRTO 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CRTO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Criteo S.A's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Criteo S.A., a technology company, provides marketing and monetization services on the open Internet in North and South America, Europe, the Middle East, and Africa, and the Asia-Pacific. The company's Criteo Shopper Graph, which derives clients' proprietary commerce data, such as transaction activity on their digital properties. Its Criteo AI Engine solutions include lookalike finder, recommendation, and predictive bidding algorithms; bidding engine that executes campaigns based on certain objectives set by its clients; dynamic creative optimization+, which assembles customized creative advertising content by optimizing each individual creative component in the advertisement; software systems and processes, which enable data synchronization, storage, and analysis of distributed computing infrastructure in various geographies; and experimentation platform, an offline/online testing platform to enhance the capabilities and effectiveness of prediction models.

The company also provides Criteo Marketing Solutions that allow commerce companies to address various marketing goals by engaging their consumers with personalized ads across the web, mobile, and offline store environments; and Criteo Retail Media solutions, which allows retailers to generate advertising revenues from consumer brands, and/or to drive sales for themselves, by monetizing their data and audiences through personalized ads, either on their own digital property or on the open Internet. In addition, it offers real-time access to advertising inventory through its publisher partners; consulting services to companies in distance sales; and business intelligence and analytics services. It serves companies in digital retail, travel, and classifieds industries. Criteo S.A. was incorporated in 2005 and is headquartered in Paris, France.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Criteo S.A's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CRTO HV is running hot, cold, or in line. Make the CRTO 30 day historical volatility — and every other window — work for your edge instead of against it.